CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 22-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0352 |
1.0340 |
-0.0012 |
-0.1% |
1.0208 |
| High |
1.0372 |
1.0358 |
-0.0014 |
-0.1% |
1.0399 |
| Low |
1.0313 |
1.0309 |
-0.0004 |
0.0% |
1.0127 |
| Close |
1.0352 |
1.0315 |
-0.0037 |
-0.4% |
1.0349 |
| Range |
0.0059 |
0.0049 |
-0.0010 |
-16.9% |
0.0272 |
| ATR |
0.0094 |
0.0091 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
13,353 |
14,126 |
773 |
5.8% |
89,157 |
|
| Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0474 |
1.0444 |
1.0342 |
|
| R3 |
1.0425 |
1.0395 |
1.0328 |
|
| R2 |
1.0376 |
1.0376 |
1.0324 |
|
| R1 |
1.0346 |
1.0346 |
1.0319 |
1.0337 |
| PP |
1.0327 |
1.0327 |
1.0327 |
1.0323 |
| S1 |
1.0297 |
1.0297 |
1.0311 |
1.0288 |
| S2 |
1.0278 |
1.0278 |
1.0306 |
|
| S3 |
1.0229 |
1.0248 |
1.0302 |
|
| S4 |
1.0180 |
1.0199 |
1.0288 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1108 |
1.1000 |
1.0499 |
|
| R3 |
1.0836 |
1.0728 |
1.0424 |
|
| R2 |
1.0564 |
1.0564 |
1.0399 |
|
| R1 |
1.0456 |
1.0456 |
1.0374 |
1.0510 |
| PP |
1.0292 |
1.0292 |
1.0292 |
1.0319 |
| S1 |
1.0184 |
1.0184 |
1.0324 |
1.0238 |
| S2 |
1.0020 |
1.0020 |
1.0299 |
|
| S3 |
0.9748 |
0.9912 |
1.0274 |
|
| S4 |
0.9476 |
0.9640 |
1.0199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0399 |
1.0127 |
0.0272 |
2.6% |
0.0098 |
0.9% |
69% |
False |
False |
18,220 |
| 10 |
1.0399 |
0.9949 |
0.0450 |
4.4% |
0.0109 |
1.1% |
81% |
False |
False |
19,732 |
| 20 |
1.0399 |
0.9949 |
0.0450 |
4.4% |
0.0093 |
0.9% |
81% |
False |
False |
10,672 |
| 40 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0083 |
0.8% |
85% |
False |
False |
5,383 |
| 60 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0070 |
0.7% |
85% |
False |
False |
3,596 |
| 80 |
1.0405 |
0.9818 |
0.0587 |
5.7% |
0.0061 |
0.6% |
85% |
False |
False |
2,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0566 |
|
2.618 |
1.0486 |
|
1.618 |
1.0437 |
|
1.000 |
1.0407 |
|
0.618 |
1.0388 |
|
HIGH |
1.0358 |
|
0.618 |
1.0339 |
|
0.500 |
1.0334 |
|
0.382 |
1.0328 |
|
LOW |
1.0309 |
|
0.618 |
1.0279 |
|
1.000 |
1.0260 |
|
1.618 |
1.0230 |
|
2.618 |
1.0181 |
|
4.250 |
1.0101 |
|
|
| Fisher Pivots for day following 22-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0334 |
1.0352 |
| PP |
1.0327 |
1.0339 |
| S1 |
1.0321 |
1.0327 |
|